Warm-starting Contextual Bandits: Robustly Combining Supervised and Bandit Feedback

Chicheng Zhang, Alekh Agarwal, Hal Daumé III, John Langford, Sahand Negahban

Abstract: We investigate the feasibility of learning from both fully-labeled supervised data and contextual bandit data. We specifically consider settings in which the underlying learning signal may be diffe...